Using the credit spread as an option-risk factor : size and value effects in CAPM
Young-Soon Hwang; Hong-Ghi Min; Judith A. McDonald; Hwagyun Kim; Bong-Han Kim
| Year of publication: |
2010
|
|---|---|
| Authors: | Hwang, Young-Soon ; Min, Hong-ghi ; McDonald, Judith Ann ; Kim, Hwagyun ; Kim, Bonghan |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 34.2010, 12, p. 2995-3009
|
| Subject: | CAPM | Theorie | Theory | USA | United States | 1934-2006 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008859339